Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
De Luciano Campi
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
De Christa Cuchiero
Apparaît dans la collection : Jean-Morlet Chair 2020 - Conference: Diophantine Problems, Determinism and Randomness / Chaire Jean-Morlet 2020 - Conférence : Problèmes diophantiens, déterminisme et aléatoire
I will discuss a criterion for randomness of sequences of zeros and ones which is strictly stronger than normality, butholds for almost every sequence generated by i.i.d. random variables with distribution {1/2, 1/2}. Briefly put, the idea is count the number of times blocks of length n appear in the initial block of length $2^n$. I will also discuss an extension of this idea to toral automorphisms. (joint work with Yuval Peres)